Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 3,07% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 174 390 | 174 390 | 55 917 CHF | 57 661 CHF | 100,00% | 100,00% |
19/11/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 176 295 | 176 295 | 52 883 CHF | 54 646 CHF | 99,90% | 99,90% |
18/11/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 171 095 | 171 095 | 56 292 CHF | 58 003 CHF | 99,90% | 99,90% |
15/11/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 55 472 CHF | 56 972 CHF | 100,00% | 100,00% |
14/11/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 150 607 | 150 607 | 55 890 CHF | 57 396 CHF | 100,00% | 100,00% |
13/11/2024 | 3,03% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 171 344 | 171 344 | 55 725 CHF | 57 439 CHF | 100,00% | 100,00% |
12/11/2024 | 2,71% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 152 172 | 152 172 | 55 316 CHF | 56 838 CHF | 99,69% | 99,69% |
11/11/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 125 000 | 125 000 | 126 887 | 126 887 | 51 628 CHF | 52 897 CHF | 99,91% | 99,91% |
08/11/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 152 076 | 152 076 | 52 789 CHF | 54 310 CHF | 100,00% | 100,00% |
07/11/2024 | 3,06% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 169 570 | 169 570 | 54 607 CHF | 56 303 CHF | 99,81% | 99,81% |